Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors |
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Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (English)
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5 August 2005
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Ergodic processes
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Kernel estimate
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Martingale difference
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Mixing processes
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Normality
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Prediction
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Variance function
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